Screen has its own scroll buffer, as it is a terminal multiplexer and has to deal with several buffers.
Maybe there's a better way, but I'm used to scrolling using the "copy mode" (which you can use to copy text using screen itself, although that requires the paste command too):
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Hit your screen prefix combination (C-a / control+A by default), then hit Escape or [.
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Move up and down with the arrow keys (↑ and ↓).
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When you're done, hit any key except arrow keys, numbers, and certain letters to get back to the end of the scroll buffer. Most people use q or Escape
(If instead of exiting you press Enter or Space and then move the cursor, you will start selecting text to copy, and pressing Enter or Space a second time will copy it. Then you can paste with C-a followed by ].)
Of course, you can always use more and less, two commonly used pagers, which may be enough for some commands.